Strategic Growth Allocation

Managed by Sizemore Capital

1.7% Last 30 days 5.0% Last 90 days 7.8% Last 365 days 0.58 Sharpe Ratio -11.3% Max Drawdown

Strategic Growth Allocation

Managed by Sizemore Capital

1.7% Last 30 days 5.0% Last 90 days 7.8% Last 365 days 0.58 Sharpe Ratio -11.30 Max Drawdown
Risk score
Strategy ETFs / Funds
AUM fee 1.00%
Requirements
• Investment minimum: $10,000
or Sign up to invest
The Strategic Growth Allocation portfolio is Sizemore Capital’s answer to traditional asset allocation. It invests primarily using ETFs. The portfolio is appropriate for risk-averse investors that prefer a more passive "buy and hold" strategy that is consistent with their risk and return goals. My goal is to achieve returns comparable to the S&P 500 Index while potentially taking on less risk.

Research

Using historical returns data, I construct my Strategic Growth Allocation portfolio using asset classes I believe to be attractive long-term investments. The non-traditional asset classes I use tend to have relatively low correlations to the broader stock market as measured by the S&P 500 Index. I choose ETFs for inclusion in this portfolio that I personally believe correctly represent the asset classes covered.

Approach

Unlike traditional asset allocation strategy, which generally shifts assets between "conventional" equities and bonds, I incorporate non-traditional asset classes including High-Dividend Stocks, Emerging Market Consumer Stocks, Master Limited Partnerships (MLPs), Real Estate Investment Trusts (REITs) and Bond Exchange Traded Funds (ETFs). The portfolio is appropriate for long-term investors. It is rebalanced regularly as part of my efforts to manage risk. By rebalancing, I continually buy low and sell high—which I believe is the essence of successful investing.

Allocation discipline

The Strategic Growth Allocation portfolio has the following target weightings:
- Large Cap U.S. Equities - 20%,
- High Dividend Equities - 15%,
- Euro / Pacific Equities - 15%,
- Inflation-Adjusted Bonds - 10%,
- Master Limited Partnerships - 10%,
- Real Estate Investment Trusts (REITs) - 10%,
- Diversified Fixed Income ETFs - 7.5%,
- Emerging Market Equities - 5%,
- Small Cap U.S. Equities - 5% and
- Cash / Short-Term Fixed Income - 2.5%.
Rebalancing occurs at least once a year and may happen more frequently, depending on market conditions.

Sell discipline

Positions in the portfolio are usually closed for one of the following two reasons.
- I have made a major strategic change to the allocation and have decided to eliminate an asset class. 
- I have identified a new security that is a better match for the exposure that I am seeking.

Exceptions

None.
  • All performance information on this page is based on the performance of the Portfolio Manager’s account. Client performance may differ. This information was calculated on November 14, 2019.

    Daily returns
    Performance
    S&P 500 ETF
    Manager (net of fees)
    Last 30 days 1.7% 3.6%
    Last 90 days 5.0% 7.7%
    Last 365 Days 7.8% 16.8%
    Since inception (Annualized) 7.8% 15.1%
    2019 (YTD) 15.3% 25.6%
    2018 -8.8% -4.6%
    2017 12.2% 21.7%
    2016 12.5% 12.0%
    2015 -8.3% 1.2%
    2014 6.4% 13.5%
    2013 17.5% 32.2%
    2012 12.0% 16.1%
    Risk metrics (last 365 days)
    S&P 500 ETF
    Manager (net of fees)
    Volatility 10.7% 15.4%
    Sharpe Ratio 0.58 0.99
    Sortino Ratio 0.74 1.24
    Maximum Drawdown -11.3% -15.6%
    Value-at-risk (95%, 1 week) -2.5% -3.6%
    Additional metrics (last 365 days)
    vs. S&P 500 ETF
    Information Ratio -1.5%
    Alpha -3.01
    Beta 0.66
    R-Squared 0.9%
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About Sizemore Capital

Sizemore Capital Management LLC is a registered investment advisory firm located in Dallas, Texas. Charles Lewis Sizemore, CFA is the founder and Chief Investment Officer of the firm.

Investment process

Sizemore Capital Management generally takes a top-down, macro approach to the investment process. I attempt to identify durable macro trends and choose attractively-priced investments that stand to benefit from those trends. I take a global approach; all international markets and industries are considered for investment.

How I got started

I am a long-time financial writer and I founded Sizemore Capital Management in 2008 to grant my readers access to my investment insights.

Important Information

  1. Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings.
  2. All performance information on this page is based on the performance of the Portfolio Manager’s account, using the manager’s own funds. Portfolio Manager’s pre-Interactive Advisors performance information may include performance of non-Interactive Advisors client accounts. Performance of the Portfolio Manager's account is calculated by Interactive Advisors on a daily time-weighted basis, including cash, dividends and earnings distributions and reflects the deduction of broker commissions. Manager returns include trades and positions that fail Interactive Advisors' trading rules, as a result, actual client returns will differ. Interactive Advisors advisory fees are simulated and applied retroactively to present the portfolio return "net-of-fees".
  3. None of the performance information displayed on this page is based on the actual performance of any Interactive Advisors client account investing in this portfolio. The performance in an Interactive Advisors client account invested in this portfolio may differ (i.e., be lower or higher) from the Portfolio Manager’s account performance based on any trading restrictions imposed by the client (resulting in different account holdings), time of initial investment, amount of investment, frequency and size of cash flows in and out of the client account, applicable brokerage commissions, and different corporate actions.Clients investing in this portfolio may view the actual performance of their investment in this portfolio by logging into their Interactive Advisors account and reviewing their customized dashboard.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Interactive Advisors, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Interactive Advisors nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns displayed have been calculated by Interactive Advisors using daily adjusted close prices and include dividend income. More information here. For certain portfolios Interactive Advisors uses an index as a benchmark, while for others it uses an investable exchange traded fund (ETF) as a benchmark. Index returns do not reflect the deduction of any management fees, transaction costs or expenses. Individuals cannot invest directly in an index. Investable ETF returns reflect the deduction of (i.e., are net of) management fees, transaction costs and expenses.
  7. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Interactive Advisors has been provided by the Portfolio Manager. Interactive Advisors makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Interactive Advisors. Transaction history of Portfolio Managers is available upon request. Portfolio classifications are provided by Interactive Advisors, and are intended to serve as a general guide.
  8. These securities are currently held in the Portfolio Manager's brokerage account. Positions in the "Portfolio Holdings" table currently pass Interactive Advisors' trading rules, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment holdings may vary.
  9. Not all transactions listed will appear in accounts due to Interactive Advisors' trading rules and individual client constraints. Eligibility of these securities is monitored periodically, and may change over time. Actual client investment holdings may vary.
  10. Real time transaction history for this portfolio is not available. Instead, the portfolio's positions are replicated daily. If you have any questions, please contact Client Services.
  11. Simulated performance of multi-manager portfolios is calculated as a weighted average daily performance of the underlying portfolios. It reflects the allocations through time of portfolios included in the multi-manager portfolio. The simulation does not include trading costs for changes to allocations, for example when the multi-manager portfolio is rebalanced. This means performance will be overstated, though not materially, relative to what a client might achieve. Fees are subtracted from the performance on a monthly basis to present the net return.
  12. This portfolio was launched on Interactive Advisors on September 29, 2011.
  13. The actual performance chart is provided for informational purposes only, and should not be used as the basis for making an investment decision. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors (Thomson Reuters Worldscope database) to provide these returns. Neither Interactive Advisors nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  14. This portfolio was launched on Interactive Advisors on September 29, 2011. Returns information prior to the launch date consists of hypothetical back-tested data not based on actual trading of real client funds. These hypothetical results reflect the deduction of (i.e., are net of) Interactive Advisors' advisory fee, Interactive Brokers LLC brokerage or other commissions and other expenses that a client will have to pay if he invests in this portfolio after September 29, 2011. Hypothetical back-tested results are not an indicator of the future returns a client will realize by investing in this portfolio and no Interactive Advisors client actually attained these hypothetical results. For a more detailed discussion of an explanation of the hypothetical nature of this return information and a discussion of the calculation methodology used, review these disclosures.
  15. The actual performance of the manager account displayed on this page is based on the performance of an Interactive Advisors proprietary account invested using this strategy and is calculated by Interactive Advisors on a daily time-weighted basis, including cash, dividends and earnings distributions. The actual performance for this portfolio is presented “net of fees” and reflects the deduction of the Interactive Advisors advisory fee, Interactive Brokers LLC brokerage and other commissions and expenses that a client has to pay if he invests in this portfolio after the launch date.
  16. Transaction history is available upon request. Portfolio classifications are provided by Interactive Advisors, and are intended to serve as a general guide.